iShares A.I. Innovation and Tech Active ETF (BAI) Options History
Historical options analytics archive for BAI with monthly max pain, implied volatility, gamma exposure, and put/call data.
18 months of complete options data available.
BAI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BAI. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 37.2% | 5.5% | $43.00 | $85.5K | -$2.3M | 0.65 |
| 2026-08 | 21 | 43.1% | 7.4% | $46.00 | $37.5K | -$725.9K | 0.90 |
| 2026-07 | 22 | 71.9% | 22.6% | $42.00 | $29.5K | -$651.3K | 0.70 |
| 2026-06 | 21 | 49.7% | 40.1% | $40.00 | $39.5K | -$2.5M | 0.39 |
| 2026-05 | 20 | 43.3% | 29.3% | $37.00 | $44.6K | -$2.8M | 0.30 |
| 2026-04 | 21 | 40.9% | 17.3% | $38.00 | $16.0K | -$1.6M | 1.47 |
This archive aggregates BAI's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BAI option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 37.2%, a month-end max-pain strike around $43.00, an average put/call ratio of 0.65.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BAI history questions
- How much options history is available for BAI?
- This archive holds 18 months of BAI options analytics, spanning 2025-04 through 2026-09. Each entry is a monthly rollup of BAI's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BAI archive.
- What data does each monthly BAI aggregate contain?
- Every monthly row summarizes that month of BAI option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 37.2%, an average IV rank of 5.5%, a month-end max-pain strike around $43.00, an average put/call ratio of 0.65.
- How is the BAI options-history archive built and how often does it update?
- The archive is derived from BAI's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BAI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.